| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 97.98% | 300.98% |
| Max Drawdown | -22.57% | -64.23% |
| Sharpe | 0.59 | 0.5 |
| Sortino | 0.93 | 0.73 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.28 | 1.08 |
| Common Sense Ratio | 2.19 | 1.13 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.71 | 1.05 |
| Outlier Win Ratio | 45.1 | 3.09 |
| Outlier Loss Ratio | 3.96 | 3.09 |
| Volatility (ann.) | 9.9% | 32.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.06 | 0.85 |
| Skew | 1.2 | 0.34 |
| Kurtosis | 46.07 | 9.16 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.72% | 3.53% |
| Expected Yearly % | 18.62% | 41.51% |
| Kelly Criterion | 6.96% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.75% |
| Expected Shortfall (cVaR) | -0.84% | -2.75% |
| Year | 11876107:ETHUSD | 11876107:ethusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.05 | 29.44 | 3.25 | + |
| 2023 | 91.16 | 33.61 | 0.37 | - |
| 2024 | 45.75 | -9.06 | -0.20 | - |
| 2025 | 31.97 | 25.89 | 0.81 | - |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.0% | 73.76% |
| 6M | 19.34% | 98.28% |
| YTD | 25.89% | 31.97% |
| 1Y | 28.11% | 74.9% |
| 3Y (ann.) | 17.12% | 41.37% |
| 5Y (ann.) | 23.84% | 54.45% |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Max Drawdown | -22.57% | -64.23% |
| Longest DD Days | 631.0 | 515.0 |
| Avg. Drawdown | -2.99% | -7.26% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 4.34 | 4.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-08-09 | -22.57 | 631 |
| 2022-06-29 | 2022-07-04 | -7.96 | 5 |
| 2023-07-01 | 2023-10-20 | -6.87 | 111 |
| 2023-02-04 | 2023-05-27 | -6.66 | 111 |
| 2022-08-08 | 2022-08-10 | -6.13 | 2 |
| 2022-09-30 | 2022-11-23 | -4.85 | 53 |
| 2022-07-05 | 2022-07-06 | -4.78 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2023-11-10 | 2023-11-15 | -2.66 | 5 |
| 2023-02-02 | 2023-02-04 | -2.22 | 1 |
| Metric | 11876107:ethusd:triple_med_gx:lsma100_140 | 11876107:ETHUSD |
|---|---|---|
| Best Day | 7.18% | 16.51% |
| Worst Day | -6.51% | -14.0% |
| Best Week | 12.89% | 27.26% |
| Worst Week | -11.1% | -21.87% |
| Best Month | 21.8% | 56.93% |
| Worst Month | -10.83% | -32.24% |
| Best Year | 33.61% | 91.16% |
| Worst Year | -9.06% | 9.05% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 4.32% | 6.78% |
| Avg. Down Week | -2.84% | -5.82% |
| Avg. Up Month | 5.44% | 16.54% |
| Avg. Down Month | -3.28% | -10.32% |
| Win Days % | 48.68% | 50.73% |
| Win Month % | 60.0% | 52.5% |
| Win Week % | 55.93% | 54.39% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 100.0% |